Anic Equity¶

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Total return since start: 0.555 %¶

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Equity now: -----------------------------> 47512.23 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46114.31 Kr¶

PnL: ---------------------------------------> -774.26 Kr¶

DD now: ---------------------------------> -2.298 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 11:38:18.432109'

Anic Portfolio¶

Today¶

Return: -0.032 %¶

This Week¶

Return: -0.032 %¶

Total¶

Return: 55.543 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -1.270000 3100.000000 173.000000 5.910000 2927.000000
HMS Networks 2 -0.670000 774.800000 101.800000 15.130000 673.000000
Nordea Bank Abp 29 0.480000 3531.620000 77.620000 2.250000 3453.999992
HEBA B 70 -3.610000 2709.000000 73.000000 2.770000 2636.000010
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
SAAB B 8 -0.020000 3419.200000 42.200000 1.250000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 -5.580000 385.600000 30.600000 8.620000 355.000000
AcadeMedia 12 1.200000 586.320000 29.320000 5.260000 557.000004
Resurs Holding 22 -1.300000 602.140000 28.140000 4.900000 573.999998
Swedbank A 3 -0.330000 587.400000 23.400000 4.150000 564.000000
OEM International B 7 0.000000 547.400000 19.400000 3.670000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.730000 579.600000 17.600000 3.130000 562.000005
Intrum 4 -1.170000 541.600000 14.600000 2.770000 527.000000
Norva24 Group 16 -0.910000 554.880000 11.880000 2.190000 543.000000
Eastnine 4 -0.630000 502.400000 11.400000 2.320000 491.000000
Corem Property Group B 59 -4.860000 583.810000 6.810000 1.180000 576.999999
Karnov Group 9 -0.830000 540.900000 4.900000 0.910000 536.000004
Securitas B 6 -2.550000 573.000000 3.000000 0.530000 570.000000
Creaspac SPAC 6 -0.310000 579.600000 2.600000 0.450000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -3.730000 247.440000 1.440000 0.590000 246.000000
Coor Service Management Hold. 8 -1.630000 532.000000 0.000000 0.000000 532.000000
Handelsbanken A 5 0.320000 542.000000 -4.000000 -0.730000 546.000000
Boozt 12 -1.650000 1642.800000 -11.200000 -0.680000 1653.999996
Midsona B 63 -0.670000 563.850000 -19.150000 -3.280000 582.999984
CTEK 13 -1.330000 502.840000 -31.160000 -5.840000 533.999999
Essity B 2 1.050000 540.000000 -34.000000 -5.920000 574.000000
International Petroleum Corp. 5 -2.440000 560.000000 -34.570000 -5.810000 594.565215
Sampo Oyj SDB 7 0.740000 3808.000000 -42.000000 -1.090000 3850.000000
Vivesto 1368 1.930000 564.710000 -48.290000 -7.880000 612.999432
Essity A 4 1.120000 1086.000000 -63.000000 -5.480000 1149.000000
Fasadgruppen Group 35 1.330000 3738.000000 -73.000000 -1.920000 3810.999990
Beijer Electronics Group 26 3.930000 2891.200000 -79.800000 -2.690000 2971.000006
OX2 18 1.120000 1461.600000 -202.400000 -12.160000 1663.999992
Axfood 13 1.610000 3523.000000 -233.000000 -6.200000 3756.000001
Ovzon 52 -1.310000 2745.600000 -616.400000 -18.330000 3361.999992
TOTAL 46114.310000 -774.260000 -2.2983% 46888.564618

Updated:¶

'2023-01-30 11:38:32.330495'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶